For filling, in a large bowl stir together ham, sour cream dip, broccoli, and cheddar cheese.
Set aside.
Unroll 1 package of the pizza dough.
On a lightly floured surface, roll into a 12-inch square.
Cut into sixteen 3-inch squares.
Place about 1 tablespoon filling on each square.
Brush edges of dough with water.
Fold 1 corner over to opposite corner, forming a triangle.
Press edges with a fork to seal.
Prick tops with the fork.
Brush with a little milk.
Place on greased, foil-lined large baking sheets.
Repeat with remaining dough and filling.